\documentclass{article}
\usepackage{amssymb,amsmath,amscd,concmath}
\pagestyle{empty}
\begin{document}
\begin{equation*} \hat{\textbf{P}}_{k|k} = (I - \textbf{K}_{k} \textbf{H}_{k})\hat{\textbf{P}}_{k|k-1}(I - \textbf{K}_{k} \textbf{H}_{k})^{T} + \textbf{K}_{k} \textbf{R}_{k}\textbf{K}_{k}^{T}\end{equation*}
\end{document}
